BX vs. BOXX
BX (Blackstone Inc.) is a stock, while BOXX (Alpha Architect 1-3 Month Box ETF) is Ultrashort Bond fund tracking the Solactive 1-3 Month US T-Bill Index. Over the past 3 years, BX returned 12.17%/yr vs 4.71%/yr for BOXX. At a 0.00 correlation, their price movements are largely independent.
Performance
BX vs. BOXX - Performance Comparison
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Returns By Period
In the year-to-date period, BX achieves a -25.16% return, which is significantly lower than BOXX's 1.71% return.
BX
- 1D
- -5.90%
- 1M
- -4.66%
- YTD
- -25.16%
- 6M
- -25.85%
- 1Y
- -18.71%
- 3Y*
- 12.17%
- 5Y*
- 6.34%
- 10Y*
- 21.86%
BOXX
- 1D
- 0.01%
- 1M
- 0.17%
- YTD
- 1.71%
- 6M
- 1.83%
- 1Y
- 3.96%
- 3Y*
- 4.71%
- 5Y*
- —
- 10Y*
- —
BX vs. BOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BX Blackstone Inc. | -25.16% | -7.84% | 35.07% | 82.75% | 0.69% |
BOXX Alpha Architect 1-3 Month Box ETF | 1.71% | 4.37% | 5.16% | 5.04% | 0.07% |
Correlation
The correlation between BX and BOXX is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 2022 | 0.00 |
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Return for Risk
BX vs. BOXX — Risk / Return Rank
BX
BOXX
BX vs. BOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blackstone Inc. (BX) and Alpha Architect 1-3 Month Box ETF (BOXX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BX | BOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -12.91 | ||
| Sortino ratioReturn per unit of downside risk | -35.51 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 8.67 | -7.74 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 57.81 | -58.23 |
| Martin ratioReturn relative to average drawdown | -0.76 | 493.36 | -494.12 |
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Drawdowns
BX vs. BOXX - Drawdown Comparison
The maximum BX drawdown since its inception was -88.09%, which is greater than BOXX's maximum drawdown of -0.12%. Use the drawdown chart below to compare losses from any high point for BX and BOXX.
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Drawdown Indicators
| BX | BOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.09% | -0.12% | -87.97% |
Max Drawdown (1Y)Largest decline over 1 year | -44.76% | -0.07% | -44.69% |
Max Drawdown (3Y)Largest decline over 3 years | -46.50% | -0.12% | -46.38% |
Max Drawdown (5Y)Largest decline over 5 years | -49.29% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -49.29% | — | — |
Current DrawdownCurrent decline from peak | -40.25% | -0.01% | -40.24% |
Average DrawdownAverage peak-to-trough decline | -26.40% | -0.00% | -26.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.83% | 0.01% | +24.82% |
Volatility
BX vs. BOXX - Volatility Comparison
Blackstone Inc. (BX) has a higher volatility of 13.66% compared to Alpha Architect 1-3 Month Box ETF (BOXX) at 0.10%. This indicates that BX's price experiences larger fluctuations and is considered to be riskier than BOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BX | BOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.66% | 0.10% | +13.56% |
Volatility (6M)Calculated over the trailing 6-month period | 29.32% | 0.26% | +29.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.54% | 0.32% | +35.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.55% | 0.37% | +39.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.81% | 0.37% | +35.44% |
Dividends
BX vs. BOXX - Dividend Comparison
BX's dividend yield for the trailing twelve months is around 4.40%, while BOXX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOXX Alpha Architect 1-3 Month Box ETF | 0.00% | 0.00% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BX Blackstone Inc. | 4.40% | 3.04% | 2.00% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 6.14% | 11.76% |
Frequently Asked Questions
BX and BOXX have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BX has higher volatility (13.66%) compared to BOXX (0.10%). In terms of maximum drawdown, BX dropped -88.09% vs BOXX's -0.12%.
BOXX currently has the higher Sharpe Ratio (12.38 vs -0.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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